WHMCS sometimes has the same issue, we have refunded through WHMCS and it has worked and other times it has not, so now refunds if required are processed manually through paypal direct.
I would suggest setting up the PayPal API in the settings for the payment gateway in ClientExec. If that doesn't work, contact ClientExec for assistance or check their KB or forums.
I've personally used WHMCS for the last 5 years and once the refund ability came in to power, I used that more often than PayPal but I do still use PayPal to this day to refund payments, mainly large payments.